university of groningen cross-sectional dependence and regional … › ... › portal › files ›...
TRANSCRIPT
University of Groningen
Cross-sectional dependence and regional labor market dynamicsHalleck Vega, Sol Maria
IMPORTANT NOTE: You are advised to consult the publisher's version (publisher's PDF) if you wish to cite fromit. Please check the document version below.
Document VersionPublisher's PDF, also known as Version of record
Publication date:2016
Link to publication in University of Groningen/UMCG research database
Citation for published version (APA):Halleck Vega, S. M. (2016). Cross-sectional dependence and regional labor market dynamics. [Groningen]:University of Groningen, SOM research school.
CopyrightOther than for strictly personal use, it is not permitted to download or to forward/distribute the text or part of it without the consent of theauthor(s) and/or copyright holder(s), unless the work is under an open content license (like Creative Commons).
Take-down policyIf you believe that this document breaches copyright please contact us providing details, and we will remove access to the work immediatelyand investigate your claim.
Downloaded from the University of Groningen/UMCG research database (Pure): http://www.rug.nl/research/portal. For technical reasons thenumber of authors shown on this cover page is limited to 10 maximum.
Download date: 27-07-2020
145
References
Acemoglu, D., D.H. Autor, and D. Lyle (2004), “Women, War, and Wages: The Effect of
Female Labor Supply on the Wage Structure at Midcentury,” Journal of Political
Economy, 112(31), 497-551.
Alessie, R.J.M. and A. Kapteyn (1991), “Habit Formation and Interdependent Preferences
in the Almost Ideal Demand System,” The Economic Journal, 101, 404-419.
Anselin, L. (1988), Spatial Econometrics: Methods and Models, Kluwer, Dordrecht.
Anselin, L. (2003a), “Rao’s Score Test in Spatial Econometrics,” Journal of Statistical Planning and Inference, 97, 113-139.
Anselin, L. (2003b), “Spatial Externalities, Spatial Multipliers, and Spatial Econometrics,”
International Regional Science Review, 26, 153-166.
Anselin, L. (2006), “Spatial Econometrics,” In: Mills, T.C. and K. Patterson (eds.),
Palgrave Handbook of Econometrics, Vol. 1, Palgrave, Basingstoke, 901-969.
Anselin, L. (2010), “Thirty Years of Spatial Econometrics,” Papers in Regional Science,
89, 3-25.
Anselin, L., A.K. Bera, R. Florax, and M.J. Yoon (1996), “Simple Diagnostic Tests for
Spatial Dependence,” Regional Science and Urban Economics, 27, 77-104.
Anselin, L., J. Le Gallo, and H. Jayet (2008), “Spatial Panel Econometrics,” In: L. Matyas
and P. Sevestre (eds.), The Econometrics of Panel Data: Fundamentals and Recent
Developments in Theory and Practice, 3rd
ed., Springer, Berlin Heidelberg, 625-660.
Arbia, G. and B. Fingleton (2008), “New Spatial Econometric Techniques and
Applications in Regional Science,” Papers in Regional Science, 87, 311–317.
Arbia, G. and I. Prucha (2013), eds., “Contributions to Spatial Analysis: A Festschrift in
Honor of Harry Kelejian,” Special Issue, Spatial Economic Analysis, 8(3), 215-217.
Arellano, M. and S. Bond (1991), “Some Tests of Specification for Panel Data: Monte
Carlo Evidence and an Application to Employment Equations,” Review of Economic
Studies, 58, 277–298.
Arellano, M. and O. Bover (1995), “Another Look at Instrumental Variables Estimation of
Error Components Models,” Journal of Econometrics, 68, 29–51.
Badinger H., W.G. Müller, and G. Tondl (2004), “Regional Convergence in the European
Union (1985-1999): A Spatial Dynamic Panel Analysis,” Regional Studies, 38, 241-253.
146 References
Bailey, N., S. Holly, and M.H. Pesaran (2015), “A Two Stage Approach to Spatio-
Temporal Analysis with Strong and Weak Cross-Sectional Dependence,” Journal of
Applied Econometrics, forthcoming.
Baltagi, B.H. (2008, 2013), Econometric Analysis of Panel Data, 4th
and 5th ed., Wiley,
Chichester.
Baltagi, B.H., U. Blien, and K. Wolf (2012), “A Dynamic Spatial Panel Data Approach to
the German Wage Curve,” Economic Modelling, 29, 12-21.
Baltagi, B.H., B. Fingleton, and A. Pirotte (2014), “Estimating and Forecasting with a
Dynamic Spatial Panel Data Model,” Oxford Bulletin of Economics and Statistics,
76(1), 112-138.
Baltagi, B.H., J.M. Griffin, W. Xiong (2000), “To Pool Or Not To Pool: Homogeneous
Versus Heterogeneous Estimations Applied to Cigarette Demand,” The Review of
Economics and Statistics, 82(1), 117-126.
Baltagi, B.H. and D. Levin (1986), “Estimating Dynamic Demand for Cigarettes using
Panel Data: The Effects of Bootlegging, Taxation and Advertising Reconsidered,” The
Review of Economics and Statistics, 68, 148-155.
Baltagi, B.H. and D. Levin (1992), “Cigarette Taxation: Raising Revenues and Reducing
Consumption,” Structural Change and Economic Dynamics, 3(2), 321-335.
Baltagi, B.H. and D. Li (2004), “Prediction in the Panel Data Model with Spatial
Autocorrelation,” In: Anselin, L., R. Florax, and S.J. Rey (eds.), Advances in Spatial Econometrics: Methodology, Tools, and Applications, Springer, Berlin, 283-295.
Beenstock, M. and D. Felsenstein (2012), “Nonparametric Estimation of the Spatial
Connectivity Matrix Using Spatial Panel Data,” Geographical Analysis, 44, 386-397.
Belot, M. and J.C. van Ours (2004), “Does the Recent Success of Some OECD Countries
in Lowering Their Unemployment Rates Lie in the Clever Design of Their Labor
Market Reforms?,” Oxford Economic Papers, 56, 621-642.
Bhattacharjee, A. and C. Jensen-Butler (2013), “Estimation of the Spatial Weights Matrix
Under Structural Constraints,” Regional Science and Urban Economics, 43, 617-634.
Bivand, R.S. (2012), “After ‘Raising the Bar’: Applied Maximum Likelihood Estimation of
Families of Models in Spatial Econometrics,” Estadística Española, 54(177), 71–88.
Blanchard, O.J. (2006), “European Unemployment: The Evolution of Facts and Ideas,”
Economic Policy, 21(45), 5-59.
Blanchard, O.J. and L.F. Katz (1992), “Regional Evolutions,” Brookings Papers on
Economic Activity, 1, 1-75.
References 147
Blanchard, O.J. and J. Wolfers (2000), “The Role of Shocks and Institutions in the Rise of
European Unemployment: The Aggregate Evidence,” The Economic Journal, 110, C1-
C33.
Blanchflower, D.G. and A.J. Oswald (1994), The Wage Curve, MIT Press, Cambridge,
MA.
Blundell, R. and S. Bond (1998), “Initial Conditions and Moment Restrictions in Dynamic
Panel Data Models,” Journal of Econometrics, 87, 115–143.
Blundell, R. and T. MaCurdy (1999), “Labor Supply: A Review of Alternative
Approaches,” In: Ashenfelter, O. and D. Card (eds.), Handbook of Labor Economics,
Vol. 3, 1560-1618.
Blundell, R., H. Reed, and T.M. Stoker (2003), “Interpreting Aggregate Wage Growth:
The Role of Labor Market Participation,” American Economic Review, 93(4), 1114–
1131.
Blundell, R. and T.M. Stoker (2007), “Models of Aggregate Economic Relationships that
Account for Heterogeneity,” In: Heckman, J.J. and E. Leamer (eds.), Handbook of
Econometrics, Vol. 6A, North Holland, 4609-4663.
Boarnet, M.G. (1992), “Intra-metropolitan Growth Patterns: The Nature and Causes of
Population and Employment Changes within an Urban Area,” Ph.D. dissertation,
Princeton University.
Boarnet, M.G. (1994a), “An Empirical Model of Intrametropolitan Population and
Employment Growth, Papers in Regional Science, 73(2), 135-152.
Boarnet, M.G. (1994b), “The Monocentric Model and Employment Location,” Journal of
Urban Economics, 36, 79-97.
Boarnet, M.G. (1998), “Spillovers and the Locational Effects of Public Infrastructure,”
Journal of Regional Science, 38(3), 381-400.
Boarnet, M.G., S. Chalermpong, and E. Geho (2005), “Specification Issues in Models of
Population and Employment Growth,” Papers in Regional Science, 84(1), 21-46.
Boeri, T. and J. van Ours (2013), The Economics of Imperfect Labor Markets, Princeton
University Press, Princeton, NJ.
Bosker, M., S. Brakman, H. Garretsen, and M. Schramm (2010), “Adding Geography to
the New Economic Geography: Bridging the Gap between Theory and Empirics,”
Journal of Economic Geography, 10(6), 793-823.
Bowsher, C.G. (2002), “On Testing Overidentifying Restrictions in Dynamic Panel Data
Models,” Economic Letters, 77, 211-220.
Brady, R.R. (2011), “Measuring the Diffusion of Housing Prices across Space and Time,”
Journal of Applied Econometrics, 26(2), 213-231.
148 References
Brakman, S. and P.A.G. van Bergeijk (2010), The Gravity Model in International Trade,
Cambridge University Press, Cambridge.
Brakman, S., H. Garretsen, and C. van Marrewijk (2009), The New Introduction to
Geographical Economics, 2nd
ed., Cambridge University Press, Cambridge.
Bramoullé, Y., H. Djebbari, and B. Fortin (2009), “Identification of Peer Effects through
Social Networks,” Journal of Econometrics, 150, 41-55.
Brechling, F. (1967), “Trends and Cycles in British Regional Unemployment. Oxford Economic Papers, 19, 1-21.
Broersma, L. and J. van Dijk (2002), “Regional Labour Market Dynamics in the
Netherlands,” Papers in Regional Science, 81, 343-364.
Brueckner, J.K. (2003), “Strategic Interaction among Governments: An Overview of
Empirical Studies,” International Regional Science Review, 26(2), 175-188.
Brueckner, J.K. (2006), “Strategic Interactions among Governments,” In: Arnott, R.J. and D.P.
McMillen (eds.), A Companion to Urban Economics, Blackwell, Malden, 332–347.
Buonanno, P., G. Pasini, and P. Vanin (2011), “Crime and Social Sanction,” Papers in Regional Science, 91, 193-218.
Burridge, P (1981), “Testing for a Common Factor in a Spatial Autoregression Model,”
Environment and Planning A, 13, 795-400.
Burridge, P. (2012), “Improving the J Test in the SARAR Model by Likelihood
Estimation,” Spatial Economic Analysis, 7(1), 75-107.
Burridge, P. and B. Fingleton (2010), “Bootstrap Inference in Spatial Econometrics: The J-
Test,” Spatial Economic Analysis, 5, 93-119.
Burridge, P. and I. Gordon (1981), “Unemployment in the British Metropolitan Labour
Areas,” Oxford Economic Papers, 33, 274-297.
Cahuc, P. and A. Zylberberg (2004), Labor Economics, MIT Press, Cambridge, MA.
CDC (2012), (Centers for Disease Control and Prevention), Morbidity and Mortality Weekly Report, 61(12), 201–204.
Chintagunta, P.K. and H.S. Nair (2011), “Discrete-Choice Models of Consumer Demand in
Marketing,” Marketing Science, 30(6), 977-996.
Chudik, A., M.H. Pesaran, and E. Tosetti (2011), “Weak and Strong Cross-Section Dependence
and Estimation of Large Panels,” The Econometrics Journal, 14, C45-C90.
Chung, J.W. (1994), Utility and Production Functions, Blackwell, Cambridge, MA.
Cliff, A.D. and J.K. Ord (1981), Spatial Processes, Pion, London.
References 149
Cochrane, W. and J.Poot (2008), “A Spatial-Econometric Perspective on Regional Labour
Market Adjustment and Social Security Benefit Uptake in New Zealand,” Working
paper, University of Waikato.
Corrado, L. and B. Fingleton (2012), “Where is the Economics in Spatial Econometrics?,”
Journal of Regional Science, 52(2), 210-239.
Debarsy, N., C. Ertur, and J.P. LeSage (2012), “Interpreting Dynamic Space-time Panel
Data Models,” Statistical Methodology, 9, 158-171.
Decressin, J. and A. Fatás (1995), “Regional Labor Market Dynamics in Europe,”
European Economic Review, 39, 1627-1655.
De Groot, A. and J.P. Elhorst (2010), “Labour Market Effects of Flexicurity from a Regional
Perspective,” Tijdschrift voor Economische en Sociale Geografie, 101, 392-408.
Domazlicky, B. (1980), “Regional Business Cycles: A Survey,” Regional Science
Perspectives, 10, 15-34.
Drukker, D.M., P. Egger and I.R. Prucha (2013), “On Two-Step Estimation of a Spatial
Autoregressive Model with Autoregressive Disturbances and Endogenous
Regressors,” Econometric Reviews, 32(5-6), 686-733.
Dubin, R.A. (1988), “Spatial Autocorrelation,” Review of Economics and Statistics, 70,
466-474.
Dubin, R.A. (1992), “Spatial Autocorrelation and Neighborhood Quality,” Regional Science and Urban Economics, 22, 433-452.
Elhorst, J.P. (1995), “Unemployment Disparities between Regions in the European Union.
In: Armstrong, H.W. and R.W. Vickerman (eds.), Convergence and Divergence among European Regions, Pion, London, 190-200.
Elhorst, J.P. (1996a), “Regional Labour Market Research on Participation Rates,”
Tijdschrift voor Economische en Sociale Geografie, 87, 209-221.
Elhorst, J.P. (1996b), “A Regional Analysis of Labour Force Participation across the
Member States of the European Union,” Regional Studies, 30(5), 455-465.
Elhorst, J.P. (2001), “Dynamic Models in Space and Time,” Geographical Analysis, 33(2),
119-140.
Elhorst, J.P. (2003), “The Mystery of Regional Unemployment Differentials: Theoretical
and Empirical Explanations,” Journal of Economic Surveys, 17, 709-748.
Elhorst, J.P. (2008), “A Spatiotemporal Analysis of Aggregate Labour Force Behaviour by
Sex and Age across the European Union,” Journal of Geographical Systems, 10, 167-
190.
150 References
Elhorst, J.P. (2010), “Applied Spatial Econometrics: Raising the Bar,” Spatial Economic Analysis, 5(1), 9-28.
Elhorst, J.P. (2012), “Dynamic Spatial Panels: Models, Methods, and Inferences,” Journal
of Geographical Systems, 14, 5-28.
Elhorst, J.P. (2013), “Spatial Panel Models,” In: Fischer, M.M and P. Nijkamp (eds.),
Handbook of Regional Science, Springer, Berlin, 1637-1652.
Elhorst, J.P. (2014a), “Matlab Software for Spatial Panels,” International Regional Science Review, 37(3), 389–405.
Elhorst, J.P. (2014b), Spatial Econometrics: From Cross-Sectional Data to Spatial Panels,
Springer, Heidelberg, New York, Dordrecht, London.
Elhorst, J.P., U. Blien, and K. Wolf (2007), “New Evidence on the Wage Curve: A Spatial
Panel Approach,” International Regional Science Review, 30, 173-191.
Elhorst, J.P. and A.S. Zeilstra (2007), “Labour Force Participation Rates at the Regional
and National Levels of the European Union: An Integrated Analysis,” Papers in Regional Science, 86, 525-549.
Ertur, C. and W. Koch (2007), “Growth, Technological Interdependence and Spatial
Externalities: Theory and Evidence,” Journal of Applied Econometrics, 22, 1033-1062.
European Commission (2010), Investing in Europe’s Future: Fifth Report on Economic,
Social and Territorial Cohesion, European Commission, Luxembourg.
European Commission (2013), Labour Market Developments in Europe, European
Economy 6, European Commission, Brussels.
European Commission (2014), Investment for Jobs and Growth, Promoting Development
and Good Governance in EU Regions and Cities: Sixth Report on Economic, Social and Territorial Cohesion, European Union, Luxembourg.
Eurostat (2008), European Regional and Urban Statistics Reference Guide, Eurostat,
Luxembourg.
Eurostat (2010, 2014), Eurostat Regional Yearbook, Eurostat, Luxembourg.
Falk, M. and T. Leoni (2010), “Regional Female Labor Force Participation: An Empirical
Application with Spatial Effects,” In: Caroleo, F.E. and F. Pastore (eds.), The Labour
Market Impact of the EU Enlargement, AIEL Series in Labour Economics, 309-326.
Fingleton, B. (2011), “The Empirical Performance of the NEG with Reference to Small
Areas,” Journal of Economic Geography, 11(2), 267-279.
Fingleton, B. and J. Le Gallo (2008), “Estimating Spatial Models with Endogenous Variables, a Spatial Lag and Spatially Dependent Disturbances: Finite Sample
Properties,” Papers in Regional Science, 87(3), 319-339.
References 151
Fingleton, B. and E. Lopez-Bazo (2006), “Empirical Growth Models with Spatial Effects,”
Papers in Regional Science, 85(2), 177-198.
Fischer, M.M., T. Scherngell, and M. Reismann (2009), “Knowledge Spillovers and Total
Factor Productivity: Evidence Using a Spatial Panel Data Model,” Geographical
Analysis, 41(2), 204-220.
Fleisher B.M. and G. Rhodes (1976), “Unemployment and the Labor Force Participation of
Married Men and Women: A Simultaneous Model,” The Review of Economics and
Statistics, 58, 398-406.
Florax, R. and H. Folmer (1992), “Specification and Estimation of Spatial Linear
Regression Models: Monte Carlo Evaluation of Pre-test Estimators,” Regional Science
and Urban Economics, 22, 405-432.
Florax, R, H. Folmer, and S.J. Rey (2003), “Specification Searches in Spatial
Econometrics: The Relevance of Hendry’s Methodology,” Regional Science and Urban Economics, 33, 557-579.
Fogli, A. and L. Veldkamp (2011), “Nature or Nurture? Learning and the Geography of
Female Labor Force Participation,” Econometrica, 79(4), 1103-1138.
Folmer, H. and J. Oud (2008), “How to Get Rid of W: A Latent Variables Approach to
Modelling Spatially Lagged Variables,” Environment and Planning A, 40, 2526–2538.
Fredriksson, P. (1999), “The Dynamics of Regional Labor Markets and Active Labor
Market Policy: Swedish evidence,” Oxford Economic Papers, 51(4), 623-648.
Franzese, R.J. Jr. and J.C. Hays (2007), “Spatial Econometric Models of Cross-Sectional
Interdependence in Political Science Panel and Time-Series-Cross-Section Data,”
Political Analysis, 15(2), 140-164.
Gács, V. and P. Huber (2005), “Quantity Adjustments in the Regional Labour Markets of EU
Candidate Countries,” Papers in Regional Science, 84(4), 553-574.
Getis, A. and J. Aldstadt (2004), “Constructing the Spatial Weights Matrix Using a Local
Statistic,” Geographical Analysis, 36(2), 90–104.
Getis, A. and D.A. Griffith (2002), “Comparative Spatial Filtering in Regression
Analysis,” Geographical Analysis, 34, 130-140.
Gibbons, S. and H.G. Overman (2012), “Mostly Pointless Spatial Econometrics?” Journal of Regional Science, 52(2), 172-191.
Golden, S.D., K.M. Ribisl, and K.M. Perreira (2014), “Economic and Political Influence
on Tobacco Tax Rates: A Nationwide Analysis of 31 Years of State Data,” American
Journal of Public Health, 104(2), 350–357.
Gordon, I. and I. Molho (1985), “Women in the Labour Markets of the London Region: A
Model of Dependence and Constraint,” Urban Studies, 22, 367-386.
152 References
Greene, W.H. (2003), Econometric Analysis, 5th ed., Pearson Prentice Hall, Upper Saddle
River, New Jersey.
Greenwood, M.J. (2014), “Migration and Labor Market Opportunities,” In: Fischer, M.M.
and P. Nijkamp (eds.), Handbook of Regional Science, Springer, Berlin Heidelberg, 3-
16.
Grubb, D. and A. Puymoyen (2008), “Long Time Series for Public Expenditure on Labour
Market Programmes,” OECD Publishing.
Halleck Vega, S. and J.P. Elhorst (2014), “Modelling Regional Labour Market Dynamics
in Space and Time,” Papers in Regional Science, 93(4), 819-841.
Halleck Vega, S. and J.P. Elhorst (2015a), “The SLX Model,” Journal of Regional
Science, 55(3), 339-363.
Halleck Vega, S. and J.P. Elhorst (2015b), “Labor Force Participation Across the EU
Regions: Insights Using a Time-Space Recursive Model with Endogenous
Regressors,” Manuscript under review.
Halleck Vega, S. and J.P. Elhorst (2015c), “A Regional Unemployment Model
Simultaneously Accounting for Serial Dynamics, Weak and Strong Cross-Sectional
Dependence,” Working paper, University of Groningen.
Hanson, S., T. Kominiak, and S. Carlin (1997), “Assessing the Impact of Location on
Women's Labor Market Outcomes: A Methodological Exploration,” Geographical
Analysis, 29(4), 281-297.
Harris, R., J. Moffat, and V. Kravtsova (2011), “In Search of W,” Spatial Economic
Analysis, 6(3), 249-270.
Hayashi, F. (2000), Econometrics, Princeton University Press, Princeton, NJ.
Heijdra, B. and F.J. van der Ploeg (2002), Foundations of Modern Macroeconomics,
Oxford University Press, Oxford.
Hendry, D.F. (1995), Dynamic Econometrics, Oxford University Press, Oxford.
Hill, R.C., W.E. Griffiths, and G.C. Lim (2012), Principles of Econometrics, Wiley, Asia.
Holly, S., M.H. Pesaran and T. Yamagata (2010), “A Spatio-Temporal Model of House
Prices in the USA,” Journal of Econometrics, 158, 160-173.
Holly, S., M.H. Pesaran and T. Yamagata (2011), “The Spatial and Temporal Diffusion of
House Prices in the UK,” Journal of Urban Economics, 69, 2-23.
Holtz-Eakin, D. and A.E. Schwartz (1995), “Spatial Productivity Spillovers from Public
Infrastructure: Evidence from State Highways,” International Tax and Public Finance 2, 459-468.
References 153
Hsiao, C., M.H. Pesaran, and A.K. Tahmiscioglu (2002), “Maximum Likelihood
Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time
Periods,” Journal of Econometrics, 109, 107-150.
Huber, M., M. Lechner, and C. Wunsch (2013), “The Performance of Estimators Based on
the Propensity Score,” Journal of Econometrics, 175, 1-12.
Humphrey, D. (1940), “Alledged ‘Additonal Workers’ in the Measurement of
Unemployment,” The Journal of Political Economy, 48(3), 412-419.
Hyclak, T. (1996), “Structural Changes in Labor Demand and Unemployment in Local
Labor Markets,” Journal of Regional Science, 36, 653-663.
Irwin, E.G. and J. Geoghegan (2001), “Theory, Data, Methods: Developing Spatially
Explicit Economic Models of Land-Use Change,” Agriculture, Ecosystems, and
Environment, 85(1), 7-23.
Israeli, O. (2007), “A Shapley-based Decomposition of the R-square of a Linear
Regression,” Journal of Inequality, 5, 199–212.
Judson, R.A. and A.L. Owen (1999), “Estimating Dynamic Panel Data Models: A Guide
for Macroeconomists,” Economic Letters, 65, 9-15.
Keeler, T.E., T-W. Hu, P.G. Barnett, and W.G. Manning (1993), “Taxation, Regulation,
and Addiction: A Demand Function for Cigarettes Based on Time-series Evidence,”
Journal of Health Economics, 12, 1–18.
Keeler, T.E., T-W. Hu, P.G. Barnett, W.G. Manning, and H-Y. Sung (1996), “Do Cigarette
Producers Price-Discriminate by State? An Empirical Analysis of Local Cigarette
Pricing and Taxation,” Journal of Health Economics, 15, 499–512.
Kelejian, H.H (2008), “A Spatial J-Test for Model Specification against a Single or a Set
of Non-Nested Alternatives,” Letters in Spatial and Resource Sciences, 1(1), 3–11.
Kelejian, H.H. and G. Piras (2014), “Estimation of Spatial Models with Endogenous
Weighting Matrices and an Application to a Demand Model for Cigarettes,” Regional
Science and Urban Economics, 46, 140–149.
Kelejian, H.H. and I.R. Prucha (1998), “A Generalized Spatial Two Stage Least Squares
Procedure for Estimating a Spatial Autoregressive Model with Autoregressive
Disturbances,” Journal of Real Estate Finance and Economics, 17, 99-121.
Kelejian, H.H. and I.R. Prucha (1999), “A Generalized Moments Estimator for the
Autoregressive Parameter in a Spatial Model,” International Economic Review, 40,
509-533.
Kelejian H.H. and I.R. Prucha (2010), “Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances,”
Journal of Econometrics 157(1), 53-67.
154 References
Kelejian, H.H., I.R. Prucha, and Y. Yuzefovich (2004), “Instrumental Variable Estimation
of a Spatial Autoregressive Model with Autoregressive Disturbances: Large and Small
Sample Results,” In: LeSage, J.P. and R.K. Pace (eds.), Spatial and Spatiotemporal
Econometrics, Elsevier, Amsterdam, 163–198.
Kenworthy, L. (2008), Jobs with Equality, Oxford University Press, Oxford.
Kiviet, J.F. (1995), “On Bias, Inconsistency, and Efficiency of Various Estimators in
Dynamic Panel Data Models,” Journal of Econometrics, 68, 53–78.
Kline, P. and E. Moretti (2013), “Place Based Policies with Unemployment,” American
Economic Review, 103(3), 238-243.
Korniotis, G.M. (2010), “Estimating Panel Models with Internal and External Habit
Formation,” Journal of Business and Economic Statistics, 28(1), 145-158.
Lacombe, D.J. and J.P. LeSage (2013), “Using Bayesian Posterior Model Probabilities to
Identify Omitted Variables in Spatial Regression Models,” Papers in Regional
Science, DOI: 10.1111/pirs.12070.
Layard, R. (1997), “Preventing Long-term Unemployment: An Economic Analysis (with
Discussion),” In: Snower, D.J. and G. de la Dehesa (eds.), Unemployment Policy,
Cambridge University Press, Cambridge, 333-358.
Lee, L-F. (2004), “Asymptotic Distribution of Quasi-maximum Likelihood Estimators for
Spatial Autoregressive Models,” Econometrica, 72, 1899-1925.
Lee, L-F. (2007), “Identification and Estimation of Econometric Models with Group
Interactions, Contextual Factors and Fixed Effects,” Journal of Econometrics, 140(2),
333-374.
Lee, L-F., X. Liu, and X. Lin (2012), “Specification and Estimation of Social Interaction
Models with Network Structures,” The Econometrics Journal, 13, 145-176.
Lee, L-F. and J. Yu (2010a), “Some Recent Developments in Spatial Panel Data Models,
Regional Science and Urban Economics, 40, 255-271.
Lee, L-F. and J. Yu (2010b), “A Spatial Dynamic Panel Data Model with both Time and
Individual Fixed Effects,” Econometric Theory, 26(2), 564-597.
LeSage, J.P. (2014), “Spatial Econometric Panel Data Model Specification: A Bayesian
Approach,” Spatial Statistics, 9, 122-145.
LeSage, J.P. and M.M. Fischer (2008), “Spatial Growth Regression: Model Specification,
Estimation and Interpretation,” Spatial Economic Analysis, 3(3), 275-304.
LeSage, J.P. and R.K. Pace (2009), Introduction to Spatial Econometrics, Taylor and
Francis CRC Press, Boca Raton, FL.
References 155
LeSage, J.P. and R.K. Pace (2011), “Pitfalls in Higher Order Model Extensions of Basic
Spatial Regression Methodology,” The Review of Regional Studies, 41(1), 13-26.
LeSage, J.P. and O. Parent (2007), “Bayesian Model Averaging for Spatial Econometric
Models,” Geographical Analysis, 39(3), 241-267.
Lewit, E.M. and D. Coate (1982), “The Potential of Using Excise Taxes to Reduce
Smoking, Journal of Health Economics, 1, 121-145.
Lewit, E.M., D. Coate, and M. Grossman (1987), “The Effects of Government Regulation
on Teenage Smoking,” Journal of Law and Economics, 24, 545-569.
Liu, A. and I. Noback (2011), “Determinants of Regional Female Labor Market
Participation in the Netherlands. A Spatial Structural Equation Modelling Approach,”
Annals of Regional Science, 47, 641-658.
Liu, X. and L-F. Lee (2013), “Two-Stage Least Squares Estimation of Spatial
Autoregressive Models with Endogenous Regressors and Many Instruments,”
Econometric Reviews, 32(5-6), 734-753.
Lovenheim, M.F. (2008), “How Far to the Border?: The Extent and Impact of Cross-
Border Casual Cigarette Smuggling,” National Tax Journal, 56(1), 7–33.
Lundberg, S. (1985), “The Added Worker Effect,” The Journal of Labor Economics, 3(1),
11-37.
Mäki-Arvela, P. (2003), “Regional Evolutions in Finland: Panel Data Results of a VAR
Approach to Labour Market Dynamics,” Regional Studies, 37(5), 423-443.
Mameli, F., T. Vassilis, and A. Rodriguez (2014), “Regional Employment and
Unemployment,” In: Fischer, M.M. and P. Nijkamp (eds.), Handbook of Regional Science, Springer, Berlin, Heidelberg, 109-124.
Martin, R.L. (1997), “Regional Unemployment Disparities and their Dynamics,” Regional
Studies, 31(3), 237-252.
Meen, G. (1996), “Spatial Aggregation, Spatial Dependence and Predictability in the UK
Housing Market,” Housing Studies, 11, 345–372.
Mincer, J. (1966), “Labor Force Participation and Unemployment: A Review of Recent
Evidence,” In: Gordon, R.A. and M.S. Gordon (eds.), Prosperity and Unemployment,
Wiley, 73-112.
McMillen, D.P. (2010), “Issues in Spatial Data Analysis,” Journal of Regional Science, 50,
119-141.
McMillen, D.P. (2012), “Perspectives on Spatial Econometrics: Linear Smoothing with
Structured Models,” Journal of Regional Science, 52(2), 192-209.
156 References
McMillen, D.P. (2013), Quantile Regression for Spatial Data, Springer, Heidelberg, New
York, Dordrecht, London.
Molho, I. (1995), “Spatial Autocorrelation in British Unemployment,” Journal of Regional
Science, 35(4), 641-658.
Möller, J. and A. Aldashev (2006), “Interregional Differences in Labor Market
Participation,” Jahrbuch für Regionalwissenschaft, 26(1), 25-50.
Mood, A.M., F. Graybill, and D.C. Boes (1974), Introduction to the Theory of Statistics,
3rd
ed., McGraw-Hill, Tokyo.
Moretti, E. (2011), “Local Labor Markets,” In: Ashenfelter, O. and D. Card (eds.),
Handbook of Labor Economics, Vol. 4b, Elsevier, Amsterdam, 1237-1313.
Moulton, B.R. (1990), “An Illustration of a Pitfall in Estimating the Effects of Aggregate
Variables on Micro Units,” Review of Economics and Statistics, 72, 334-338.
Mur, J. and A. Angulo (2009), “Model Selection Strategies in a Spatial Setting: Some
Additional Results,” Regional Science and Urban Economics, 39, 200-213.
Mur, J., M. Herrera, and M. Ruiz (2013), “Selecting the W Matrix: Parametric vs. Non
Parametric Approaches,” Paper presented at the Econometrics of Social Interaction
Symposium, University of York, 2013, York, UK.
Neumayer, E. and T. Plümper (2012), “Conditional Spatial Policy Dependence: Theory
and Model Specification,” Comparative Political Studies, 45(7), 819–849.
Neumayer, E. and T. Plümper (2013), “W,” Available at: http://ssrn.com/abstract=2208706.
Nickell, S. (1981), “Biases in Dynamic Models with Fixed Effects,” Econometrica, 49(6),
1417-1426.
Nickell, S., L. Nunziata, and W. Ochel (2005), “Unemployment in the OECD since the
1960s. What Do We Know?” The Economic Journal, 115(500), 1-27.
OECD (2009, 2011), Regions at a Glance, OECD Publishing, Paris.
OECD (2012, 2013), Employment Outlook, OECD Publishing, Paris.
Orzechowski and Walker (2012), The Tax Burden on Tobacco, Historical Compilation, Vol. 47, 2012. Arlington, Virginia: Orzechowski and Walker.
Overman, H.G. and D. Puga (2002), “Regional Unemployment Clusters: Nearness Matters
within and across Europe’s Borders,” Economic Policy, 17(34), 115-148.
Pace, R.K., R. Barry, J.M. Clapp, and M. Rodriguez (1998), “Spatiotemporal
Autoregressive Models of Neighborhood Effects,” Journal of Real Estate Finance and
Economics, 17(1), 15-33.
References 157
Pace, R.K. and S. Zhu (2012), “Separable Spatial Modeling of Spillovers and
Disturbances,” Journal of Geographical Systems, 14(1), 75-90.
Parent, O. and J.P. LeSage (2010), “A Spatial Dynamic Panel Model with Random Effects
Applied to Commuting Times,” Transportation Research Part B, 44, 633-645.
Parent, O. and J.P. LeSage (2011), “A Space-Time Filter for Panel Data Models Containing
Random Effects,” Computational Statistics and Data Analysis, 55, 475-490.
Partridge, M.D., M. Boarnet, S. Brakman, and G. Ottaviano (2012), “Introduction: Whither
Spatial Econometrics?” Journal of Regional Science, 52(2), 167-171.
Partridge, M.D. and D.S. Rickman (1997), “The Dispersion of US State Unemployment
Rates: The Role of Market and Non-Market Equilibrium Factors,” Regional Studies,
31(6), 593-606.
Partridge, M.D. and D. Rickman (2003), “The Waxing and Waning of Regional
Economies: The Chicken–Egg Question of Jobs versus People, Journal of Urban
Economics, 53(1), 76-97.
Patacchini, E. and Y. Zenou (2007), “Spatial Dependence in Local Unemployment Rates,”
Journal of Economic Geography, 72(2), 169-191.
Pencavel, J. (1986), “Labor Supply of Men: A Survey,” In: Ashenfelter, O. and R. Layard
(eds.), Handbook of Labor Economics, Elsevier, Amsterdam, 3-102.
Pesaran, M.H. (2004), “General Diagnostic Tests for Cross Section Dependence in
Panels,” CESifo Working Paper Series No. 1229, Available at:
http://ssrn.com/abstract=572504.
Pesaran, M.H. (2006), “Estimation and Inference in Large Heterogeneous Panels with a
Multifactor Error Structure,” Econometrica, 74(4), 967-1012.
Pesaran, M.H. (2007), “A Simple Panel Unit Root Test in the Presence of Cross-Section
Dependence, Journal of Applied Econometrics, 22, 265-312.
Pesaran, M.H. (2015), “Testing Weak Cross-Sectional Dependence in Large Panels,”
Econometric Reviews, 34(6-10), 1088-1116.
Pinkse, J., and M.A. Slade (2010), “The Future of Spatial Econometrics,” Journal of
Regional Science, 50(1), 103-117.
Puga, D. (2002), “European Regional Policy in Light of Recent Location Theories,”
Journal of Economic Geography, 2(4), 373-406.
Puga, D. (2010), “The Magnitude and Causes of Agglomeration Economies,” Journal of Regional Science, 50(1), 203-219.
Qu, X. and L-F. Lee (2015), “Estimating a Spatial Autoregressive Model with an
Endogenous Spatial Weight Matrix,” Journal of Econometrics, 184, 209–232.
158 References
Schürmann, C. and A. Talaat (2000), Towards a European Peripherality Index, Report for
the General Directorate XVI Regional Policy of the European Commission, Institüt für
Raumplanung, Dortmund.
Small, K.A and S.S.C. Steinmetz (2012), “Spatial Hedonics and the Willingness to Pay for
Residential Amenities,” Journal of Regional Science, 52(4), 635-647.
Soetevent, A.R. and P. Kooreman (2007), “A Discrete Choice Model with Social
Interactions with an Application to High School Teen Behavior,” Journal of Applied
Econometrics, 22, 599-624.
Staiger, D. and J.H. Stock (1997), “Instrumental Variables Regression with Weak
Instruments,” Econometrica, 65(3), 557-586.
Stakhovych, S. and T.H.A. Bijmolt (2009), “Specification of Spatial Models: A Simulation
Study on Weights Matrices,” Papers in Regional Science, 88, 389-408.
Tani, M. (2003), “Have Europeans Become More Mobile? A Note on Regional Evolutions
in the EU: 1988-1997,” Economic Letters, 80, 23-30.
Thirlwall, A.P. (1966), “Regional Unemployment as a Cyclical Phenomenon,” Scottish
Journal of Political Economy, 13, 205-219.
Tobler, W.R. (1970), “A Computer Movie Simulating Urban Growth in the Detroit
Region,” Economic Geography, 46, 234-240.
Venn, D. (2009), “Legislation, Collective Bargaining and Enforcement: Updating the
OECD Employment Protection Indicators,” OECD Publishing, Paris.
Wasserman, J., W.G. Manning, J.P. Newhouse, and J.D. Winkler (1991), “The Effects of
Excise Taxes and Regulations on Cigarette Smoking,” Journal of Health Economics,
10, 43-64.
Woittiez, I. and A. Kapteyn (1998), “Social Interactions and Habit Formation in a Model
of Female Labour Supply,” Journal of Public Economics, 70, 185-205.
Yen, S.T. and C. Huang (1996), “Household Demand for Finfish: A Generalized Double-
hurdle Model, Journal of Agricultural and Resource Economics, 21, 220-234.
Yu, J., R. de Jong, and L-F. Lee (2008), “Quasi-Maximum Likelihood Estimators for
Spatial Dynamic Panel Data with Fixed Effects when both n and T are Large,” Journal
of Econometrics, 146, 118-134.
Zeilstra, A.S. and J.P. Elhorst (2012), “Integrated Analysis of Regional and National
Unemployment Differentials in the European Union,” Regional Studies, 48(10), 1739-
1755.